UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Quarter Ended: 31 December 2002. Check here if Amendment [ ]; Amendment Number. This Amendment: [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Deere & Company Address: One John Deere Place Moline, IL 61265 Form 13F File Number: 28-00850 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: James H. Becht Title: Associate General Counsel Phone: 309-765-5574 Signature, Place, and Date of Signing: /s/James H. Becht Moline, Illinois February 11, 2003 ------------------ ---------------- ----------------- [Signature] [City, State] [Date] Report Type: [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 690 Form 13F Information Table Value Total: $864,232 (thousands) List of Other Included Managers: None FORM 13F INFORMATION TABLE INVESTMENT DISCRETION VOTING SHRS OR --------------------- AUTHORITY CUSIP FAIR MKT PRINCIPAL SHARED OTHER --------- NAME OF ISSUER TITLE OF CLASS NUMBER VALUE(000) AMOUNT SOLE SHARED OTHER MGRS SOLE ACE LTD ORD G0070K103 613 20,900 X 20,900 BUNGE LIMITED COM G16962105 284 11,800 X 11,800 COOPER INDS LTD CL A G24182100 273 7,500 X 7,500 FRESH DEL MONTE PRODUCE INC ORD G36738105 193 10,200 X 10,200 GARMIN LTD ORD G37260109 1,201 41,000 X 41,000 INGERSOLL-RAND COMPANY LTD CL A G4776G101 581 13,500 X 13,500 NABORS INDUSTRIES LTD SHS G6359F103 399 11,300 X 11,300 NOBLE CORPORATION SHS G65422100 373 10,600 X 10,600 TRANSOCEAN INC ORD G90078109 594 25,600 X 25,600 XL CAP LTD CL A G98255105 827 10,700 X 10,700 TARO PHARMACEUTICAL INDS LTD ORD M8737E108 414 11,000 X 11,000 VERISITY LTD ORD M97385112 436 22,900 X 22,900 A D C TELECOMMUNICATIONS COM 000886101 134 63,900 X 63,900 AFLAC INC COM 001055102 1,265 42,000 X 42,000 AES CORP COM 00130H105 130 42,900 X 42,900 AMR CORP COM 001765106 83 12,500 X 12,500 AOL TIME WARNER INC COM 00184A105 4,665 356,100 X 356,100 AT&T CORP COM NEW 001957505 1,581 60,560 X 60,560 AT&T WIRELESS SVCS INC COM 00209A106 1,229 217,447 X 217,447 AARON RENTS INC COM 002535201 210 9,600 X 9,600 ABBOTT LABS COM 002824100 5,968 149,200 X 149,200 ABERCROMBIE & FITCH CO CL A 002896207 859 42,000 X 42,000 ACTIVISION INC NEW COM NEW 004930202 718 49,200 X 49,200 ACTRADE FINL TECHNOLOGIES LT COM 00507P102 2 22,000 X 22,000 ADMINISTAFF INC COM 007094105 159 26,500 X 26,500 ADOBE SYS INC COM 00724F101 474 19,100 X 19,100 ADVANCEPCS COM 00790K109 1,102 49,600 X 49,600 ADVANCED MICRO DEVICES INC COM 007903107 176 27,300 X 27,300 AETNA INC NEW COM 00817Y108 477 11,600 X 11,600 AFFILIATED COMPUTER SERVICES CL A 008190100 1,632 31,000 X 31,000 AFTERMARKET TECHNOLOGY CORP COM 008318107 492 33,900 X 33,900 AGILENT TECHNOLOGIES INC COM 00846U101 670 37,300 X 37,300 AIR PRODS & CHEMS INC COM 009158106 782 18,300 X 18,300 ALBANY MOLECULAR RESH INC COM 012423109 382 25,800 X 25,800 ALBEMARLE CORP COM 012653101 341 12,000 X 12,000 ALBERTO CULVER CO CL B CONV 013068101 232 4,600 X 4,600 ALBERTSONS INC COM 013104104 1,810 81,300 X 81,300 ALCOA INC COM 013817101 1,553 68,172 X 68,172 ALLEGHENY ENERGY INC COM 017361106 76 10,100 X 10,100 ALLEN TELECOM INC COM 018091108 157 16,600 X 16,600 ALLERGAN INC COM 018490102 605 10,500 X 10,500 ALLIANT TECHSYSTEMS INC COM 018804104 267 4,275 X 4,275 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 158 15,800 X 15,800 ALLSTATE CORP COM 020002101 3,595 97,200 X 97,200 ALLTEL CORP COM 020039103 2,321 45,500 X 45,500 ALPHARMA INC CL A 020813101 348 29,200 X 29,200 ALTERA CORP COM 021441100 382 31,000 X 31,000 AMBAC FINL GROUP INC COM 023139108 478 8,500 X 8,500 AMERADA HESS CORP COM 023551104 391 7,100 X 7,100 AMEREN CORP COM 023608102 1,625 39,100 X 39,100 AMERICAN ELEC PWR INC COM 025537101 708 25,920 X 25,920 AMERICAN EXPRESS CO COM 025816109 3,793 107,300 X 107,300 AMERICAN INTL GROUP INC COM 026874107 12,485 215,813 X 215,813 AMERICAN MGMT SYS INC COM 027352103 258 21,500 X 21,500 AMERICAN PWR CONVERSION CORP COM 029066107 238 15,700 X 15,700 AMERICAN STD COS INC DEL COM 029712106 420 5,900 X 5,900 AMERICAN WOODMARK CORP COM 030506109 394 8,300 X 8,300 AMERICREDIT CORP COM 03060R101 573 74,000 X 74,000 AMERISOURCEBERGEN CORP COM 03073E105 684 12,600 X 12,600 AMGEN INC COM 031162100 5,007 103,572 X 103,572 AMSOUTH BANCORPORATION COM 032165102 563 29,300 X 29,300 ANADARKO PETE CORP COM 032511107 958 20,000 X 20,000 ANALOG DEVICES INC COM 032654105 699 29,300 X 29,300 ANHEUSER BUSCH COS INC COM 035229103 4,022 83,100 X 83,100 ANTHEM INC COM 03674B104 717 11,400 X 11,400 AON CORP COM 037389103 410 21,700 X 21,700 APACHE CORP COM 037411105 629 11,030 X 11,030 APOLLO GROUP INC CL A 037604105 1,628 37,000 X 37,000 APPLE COMPUTER INC COM 037833100 407 28,400 X 28,400 APPLEBEES INTL INC COM 037899101 417 18,000 X 18,000 APPLERA CORP COM AP BIO GRP 038020103 300 17,100 X 17,100 APPLIED MICRO CIRCUITS CORP COM 03822W109 89 24,100 X 24,100 APPLIED MATLS INC COM 038222105 2,461 188,900 X 188,900 APTARGROUP INC COM 038336103 359 11,500 X 11,500 ARCHER DANIELS MIDLAND CO COM 039483102 653 52,635 X 52,635 ARCTIC CAT INC COM 039670104 368 23,000 X 23,000 ARTHROCARE CORP COM 043136100 221 22,400 X 22,400 ASHLAND INC COM 044204105 1,187 41,600 X 41,600 ASTEC INDS INC COM 046224101 163 16,400 X 16,400 ASTORIA FINL CORP COM 046265104 1,303 48,000 X 48,000 ATMOS ENERGY CORP COM 049560105 326 14,000 X 14,000 AUTODESK INC COM 052769106 1,041 72,800 X 72,800 AUTOMATIC DATA PROCESSING IN COM 053015103 1,959 49,900 X 49,900 AUTOZONE INC COM 053332102 608 8,600 X 8,600 AVAYA INC COM 053499109 71 28,978 X 28,978 AVERY DENNISON CORP COM 053611109 843 13,800 X 13,800 AVISTA CORP COM 05379B107 260 22,500 X 22,500 AVOCENT CORP COM 053893103 1,309 58,900 X 58,900 AVON PRODS INC COM 054303102 1,024 19,000 X 19,000 BB&T CORP COM 054937107 1,635 44,200 X 44,200 BJ SVCS CO COM 055482103 388 12,000 X 12,000 BMC SOFTWARE INC COM 055921100 334 19,500 X 19,500 BAKER HUGHES INC COM 057224107 869 27,000 X 27,000 BALL CORP COM 058498106 466 9,100 X 9,100 BANK OF AMERICA CORPORATION COM 060505104 10,081 144,900 X 144,900 BANK NEW YORK INC COM 064057102 1,421 59,300 X 59,300 BANK ONE CORP COM 06423A103 3,432 93,900 X 93,900 BARD C R INC COM 067383109 534 9,200 X 9,200 BARR LABS INC COM 068306109 260 4,000 X 4,000 BAXTER INTL INC COM 071813109 1,330 47,500 X 47,500 BEAR STEARNS COS INC COM 073902108 1,782 30,000 X 30,000 BECKMAN COULTER INC COM 075811109 998 33,800 X 33,800 BECTON DICKINSON & CO COM 075887109 1,126 36,700 X 36,700 BED BATH & BEYOND INC COM 075896100 808 23,400 X 23,400 BELDEN INC COM 077459105 715 47,000 X 47,000 BELLSOUTH CORP COM 079860102 4,222 163,200 X 163,200 BEMIS INC COM 081437105 1,201 24,200 X 24,200 BENCHMARK ELECTRS INC COM 08160H101 602 21,000 X 21,000 BEST BUY INC COM 086516101 616 25,500 X 25,500 BIOGEN INC COM 090597105 477 11,900 X 11,900 BIOMET INC COM 090613100 623 21,750 X 21,750 BIOSITE INC COM 090945106 442 13,000 X 13,000 BLACK & DECKER CORP COM 091797100 274 6,400 X 6,400 BLACK BOX CORP DEL COM 091826107 358 8,000 X 8,000 BLOCK H & R INC COM 093671105 2,131 53,000 X 53,000 BLYTH INC COM 09643P108 963 36,000 X 36,000 BOB EVANS FARMS INC COM 096761101 327 14,000 X 14,000 BOEING CO COM 097023105 3,296 99,900 X 99,900 BOSTON SCIENTIFIC CORP COM 101137107 1,378 32,400 X 32,400 BRIGGS & STRATTON CORP COM 109043109 302 7,100 X 7,100 BRISTOL MYERS SQUIBB CO COM 110122108 3,604 155,700 X 155,700 BROADCOM CORP CL A 111320107 318 21,100 X 21,100 BROWN FORMAN CORP CL B 115637209 359 5,500 X 5,500 BROWN SHOE INC NEW COM 115736100 429 18,000 X 18,000 BUCKEYE TECHNOLOGIES INC COM 118255108 174 28,300 X 28,300 BURLINGTON NORTHN SANTA FE C COM 12189T104 804 30,900 X 30,900 BURLINGTON RES INC COM 122014103 691 16,200 X 16,200 CBRL GROUP INC COM 12489V106 1,085 36,000 X 36,000 CEC ENTMT INC COM 125137109 608 19,800 X 19,800 CIGNA CORP COM 125509109 477 11,600 X 11,600 CMS ENERGY CORP COM 125896100 101 10,700 X 10,700 CSX CORP COM 126408103 487 17,200 X 17,200 CTS CORP COM 126501105 338 43,600 X 43,600 CVS CORP COM 126650100 784 31,400 X 31,400 CALPINE CORP COM 131347106 98 30,100 X 30,100 CAMPBELL SOUP CO COM 134429109 1,854 79,000 X 79,000 CAPITAL ONE FINL CORP COM 14040H105 514 17,300 X 17,300 CARAUSTAR INDS INC COM 140909102 162 17,050 X 17,050 CARDINAL HEALTH INC COM 14149Y108 3,374 57,000 X 57,000 CARNIVAL CORP COM 143658102 2,358 94,500 X 94,500 CASH AMER INTL INC COM 14754D100 180 18,900 X 18,900 CATAPULT COMMUNICATIONS CORP COM 149016107 435 36,400 X 36,400 CATERPILLAR INC DEL COM 149123101 1,262 27,600 X 27,600 CENDANT CORP COM 151313103 1,704 162,600 X 162,600 CENTERPOINT ENERGY INC COM 15189T107 204 24,000 X 24,000 CENTEX CORP COM 152312104 246 4,900 X 4,900 CENTURYTEL INC COM 156700106 332 11,300 X 11,300 CHARLES RIV LABS INTL INC COM 159864107 350 9,100 X 9,100 CHARTER ONE FINL INC COM 160903100 1,603 55,783 X 55,783 CHARTER MUN MTG ACCEP CO SH BEN INT 160908109 434 25,000 X 25,000 CHEVRONTEXACO CORP COM 166764100 6,655 100,106 X 100,106 CHIRON CORP COM 170040109 572 15,200 X 15,200 CHUBB CORP COM 171232101 715 13,700 X 13,700 CIENA CORP COM 171779101 136 26,400 X 26,400 CINCINNATI FINL CORP COM 172062101 488 13,000 X 13,000 CINERGY CORP COM 172474108 452 13,400 X 13,400 CIRCUIT CITY STORE INC COM 172737108 125 16,800 X 16,800 CISCO SYS INC COM 17275R102 9,179 700,700 X 700,700 CINTAS CORP COM 172908105 627 13,700 X 13,700 CITIGROUP INC COM 172967101 14,565 413,900 X 413,900 CITIZENS COMMUNICATIONS CO COM 17453B101 237 22,500 X 22,500 CITRIX SYS INC COM 177376100 186 15,100 X 15,100 CLEAR CHANNEL COMMUNICATIONS COM 184502102 1,794 48,100 X 48,100 CLOROX CO DEL COM 189054109 1,077 26,100 X 26,100 COCA COLA CO COM 191216100 8,764 199,900 X 199,900 COCA COLA ENTERPRISES INC COM 191219104 778 35,800 X 35,800 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 433 6,000 X 6,000 COLGATE PALMOLIVE CO COM 194162103 2,328 44,400 X 44,400 COMCAST CORP NEW CL A 20030N101 3,888 164,955 X 164,955 COMCAST CORP NEW CL A SPL 20030N200 474 21,000 X 21,000 COMERICA INC COM 200340107 618 14,300 X 14,300 COMMERCE BANCSHARES INC COM 200525103 1,134 28,875 X 28,875 COMMERCIAL FEDERAL CORPORATI COM 201647104 343 14,700 X 14,700 COMMUNITY FIRST BANKSHARES I COM 203902101 423 16,000 X 16,000 COMPASS BANCSHARES INC COM 20449H109 938 30,000 X 30,000 COMPUTER ASSOC INTL INC COM 204912109 626 46,400 X 46,400 COMPUTER SCIENCES CORP COM 205363104 1,623 47,100 X 47,100 COMPUWARE CORP COM 205638109 326 68,000 X 68,000 COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 150 15,000 X 15,000 CONAGRA FOODS INC COM 205887102 1,080 43,200 X 43,200 CONCERTO SOFTWARE INC COM 20602T106 165 24,500 X 24,500 CONCORD COMMUNICATIONS INC COM 206186108 178 19,800 X 19,800 CONCORD EFS INC COM 206197105 644 40,900 X 40,900 CONOCOPHILLIPS COM 20825C104 2,890 59,725 X 59,725 CONSOLIDATED EDISON INC COM 209115104 1,760 41,100 X 41,100 CONSTELLATION BRANDS INC CL A 21036P108 332 14,000 X 14,000 CONSTELLATION ENERGY GROUP I COM 210371100 367 13,200 X 13,200 CONVERGYS CORP COM 212485106 209 13,800 X 13,800 COOPER COS INC COM NEW 216648402 375 15,000 X 15,000 COORS ADOLPH CO CL B 217016104 527 8,600 X 8,600 CORNING INC COM 219350105 252 76,000 X 76,000 COSTCO WHSL CORP NEW COM 22160K105 1,021 36,400 X 36,400 COUNTRYWIDE FINANCIAL CORP COM 222372104 1,322 25,600 X 25,600 COVANCE INC COM 222816100 492 20,000 X 20,000 DRS TECHNOLOGIES INC COM 23330X100 382 12,200 X 12,200 D R HORTON INC COM 23331A109 390 22,500 X 22,500 DSP GROUP INC COM 23332B106 389 24,600 X 24,600 DTE ENERGY CO COM 233331107 608 13,100 X 13,100 DANA CORP COM 235811106 140 11,900 X 11,900 DANAHER CORP DEL COM 235851102 788 12,000 X 12,000 DARDEN RESTAURANTS INC COM 237194105 748 36,600 X 36,600 DATASCOPE CORP COM 238113104 243 9,800 X 9,800 DEAN FOODS CO NEW COM 242370104 965 26,000 X 26,000 DEL MONTE FOODS CO COM 24522P103 97 12,594 X 12,594 DELL COMPUTER CORP COM 247025109 6,091 227,800 X 227,800 DELPHI CORP COM 247126105 363 45,100 X 45,100 DELPHI FINL GROUP INC CL A 247131105 349 9,200 X 9,200 DELTA & PINE LD CO COM 247357106 292 14,300 X 14,300 DELUXE CORP COM 248019101 501 11,900 X 11,900 DENTSPLY INTL INC NEW COM 249030107 1,944 52,250 X 52,250 DEVON ENERGY CORP NEW COM 25179M103 872 19,000 X 19,000 DIEBOLD INC COM 253651103 1,072 26,000 X 26,000 DISNEY WALT CO COM DISNEY 254687106 2,676 164,100 X 164,100 DOLLAR GEN CORP COM 256669102 320 26,787 X 26,787 DOMINION RES INC VA NEW COM 25746U109 1,164 21,200 X 21,200 DONNELLEY R R & SONS CO COM 257867101 1,097 50,400 X 50,400 DORAL FINL CORP COM 25811P100 741 25,900 X 25,900 DOVER CORP COM 260003108 475 16,300 X 16,300 DOW CHEM CO COM 260543103 2,154 72,514 X 72,514 DOW JONES & CO INC COM 260561105 294 6,800 X 6,800 DU PONT E I DE NEMOURS & CO COM 263534109 3,498 82,500 X 82,500 DUKE ENERGY CORP COM 264399106 2,235 114,400 X 114,400 DUPONT PHOTOMASKS INC COM 26613X101 309 13,300 X 13,300 DYNEGY INC NEW CL A 26816Q101 33 28,200 X 28,200 E M C CORP MASS COM 268648102 1,095 178,300 X 178,300 EOG RES INC COM 26875P101 371 9,300 X 9,300 ESS TECHNOLOGY INC COM 269151106 333 53,000 X 53,000 EASTMAN CHEM CO COM 277432100 228 6,200 X 6,200 EASTMAN KODAK CO COM 277461109 1,777 50,700 X 50,700 EATON CORP COM 278058102 437 5,600 X 5,600 EBAY INC COM 278642103 1,546 22,800 X 22,800 ECOLAB INC COM 278865100 510 10,300 X 10,300 EDISON INTL COM 281020107 1,365 115,200 X 115,200 EFUNDS CORP COM 28224R101 344 37,800 X 37,800 EL PASO CORP COM 28336L109 286 41,095 X 41,095 ELECTRONIC ARTS INC COM 285512109 562 11,300 X 11,300 ELECTRONIC DATA SYS NEW COM 285661104 713 38,700 X 38,700 ELKCORP COM 287456107 173 10,000 X 10,000 EMERSON ELEC CO COM 291011104 1,719 33,800 X 33,800 ENGELHARD CORP COM 292845104 1,269 56,800 X 56,800 ENTERGY CORP NEW COM 29364G103 1,039 22,800 X 22,800 ENZON PHARMACEUTICALS INC COM 293904108 393 23,500 X 23,500 EQUIFAX INC COM 294429105 271 11,700 X 11,700 EQUITY OFFICE PROPERTIES TRU COM 294741103 832 33,300 X 33,300 EQUITY RESIDENTIAL SH BEN INT 29476L107 536 21,800 X 21,800 EXELON CORP COM 30161N101 2,372 44,950 X 44,950 EXPEDITORS INTL WASH INC COM 302130109 1,463 44,800 X 44,800 EXPRESSJET HOLDINGS INC CL A 30218U108 339 33,100 X 33,100 EXPRESS SCRIPTS INC COM 302182100 336 7,000 X 7,000 EXTENDED STAY AMER INC COM 30224P101 1,096 74,300 X 74,300 EXXON MOBIL CORP COM 30231G102 19,783 566,200 X 566,200 FPL GROUP INC COM 302571104 1,575 26,200 X 26,200 FAIR ISAAC & CO INC COM 303250104 1,068 25,000 X 25,000 FAMILY DLR STORES INC COM 307000109 434 13,900 X 13,900 FEDERAL HOME LN MTG CORP COM 313400301 4,358 73,800 X 73,800 FEDERAL NATL MTG ASSN COM 313586109 6,394 99,400 X 99,400 FEDERATED DEPT STORES INC DE COM 31410H101 443 15,400 X 15,400 FEDEX CORP COM 31428X106 1,301 24,000 X 24,000 FERRO CORP COM 315405100 342 14,000 X 14,000 FIDELITY NATL FINL INC COM 316326107 1,799 54,800 X 54,800 FIFTH THIRD BANCORP COM 316773100 2,748 46,930 X 46,930 FINANCIAL FED CORP COM 317492106 327 13,000 X 13,000 FIRST AMERN CORP CALIF COM 318522307 315 14,200 X 14,200 FIRST DATA CORP COM 319963104 2,457 69,400 X 69,400 FIRST TENN NATL CORP COM 337162101 1,952 54,300 X 54,300 FISERV INC COM 337738108 519 15,300 X 15,300 FLAGSTAR BANCORP INC COM 337930101 510 23,600 X 23,600 FIRSTENERGY CORP COM 337932107 788 23,900 X 23,900 FLEETBOSTON FINL CORP COM 339030108 2,042 84,022 X 84,022 FORD MTR CO DEL COM PAR $0.01 345370860 1,355 145,700 X 145,700 FOREST LABS INC COM 345838106 1,414 14,400 X 14,400 FORTUNE BRANDS INC COM 349631101 558 12,000 X 12,000 FRANKLIN RES INC COM 354613101 716 21,000 X 21,000 FREEPORT-MCMORAN COPPER & GO CL B 35671D857 195 11,600 X 11,600 GANNETT INC COM 364730101 1,831 25,500 X 25,500 GAP INC DEL COM 364760108 1,080 69,600 X 69,600 GATEWAY INC COM 367626108 82 26,100 X 26,100 GENERAL DYNAMICS CORP COM 369550108 1,286 16,200 X 16,200 GENERAL ELEC CO COM 369604103 20,016 822,000 X 822,000 GENERAL MLS INC COM 370334104 1,380 29,400 X 29,400 GENERAL MTRS CORP COM 370442105 1,646 44,669 X 44,669 GENUINE PARTS CO COM 372460105 431 14,000 X 14,000 GENZYME CORP COM GENL DIV 372917104 506 17,100 X 17,100 GEORGIA PAC CORP COM 373298108 298 18,462 X 18,462 GILLETTE CO COM 375766102 2,578 84,900 X 84,900 GLOBAL IMAGING SYSTEMS COM 37934A100 386 21,000 X 21,000 GOLDEN WEST FINL CORP DEL COM 381317106 1,601 22,300 X 22,300 GOLDMAN SACHS GROUP INC COM 38141G104 2,561 37,600 X 37,600 GOODYEAR TIRE & RUBR CO COM 382550101 89 13,100 X 13,100 GRACO INC COM 384109104 387 13,500 X 13,500 GRAINGER W W INC COM 384802104 387 7,500 X 7,500 GREENPOINT FINL CORP COM 395384100 1,608 35,600 X 35,600 GROUP 1 AUTOMOTIVE INC COM 398905109 435 18,200 X 18,200 GUIDANT CORP COM 401698105 756 24,500 X 24,500 HCA INC COM 404119109 1,718 41,400 X 41,400 HALLIBURTON CO COM 406216101 645 34,500 X 34,500 HANCOCK JOHN FINL SVCS INC COM 41014S106 670 24,000 X 24,000 HARLEY DAVIDSON INC COM 412822108 1,123 24,300 X 24,300 HARRAHS ENTMT INC COM 413619107 606 15,300 X 15,300 HARTFORD FINL SVCS GROUP INC COM 416515104 895 19,700 X 19,700 HASBRO INC COM 418056107 161 13,900 X 13,900 HEALTHSOUTH CORP COM 421924101 133 31,600 X 31,600 HEALTH MGMT ASSOC INC NEW CL A 421933102 347 19,400 X 19,400 HEALTH NET INC COM 42222G108 1,082 41,000 X 41,000 HEINZ H J CO COM 423074103 927 28,200 X 28,200 HERSHEY FOODS CORP COM 427866108 735 10,900 X 10,900 HEWLETT PACKARD CO COM 428236103 4,217 242,915 X 242,915 HILTON HOTELS CORP COM 432848109 377 29,700 X 29,700 HOME DEPOT INC COM 437076102 4,823 200,800 X 200,800 HON INDS INC COM 438092108 339 12,000 X 12,000 HONEYWELL INTL INC COM 438516106 1,570 65,400 X 65,400 HOT TOPIC INC COM 441339108 366 16,000 X 16,000 HOUSEHOLD INTL INC COM 441815107 1,023 36,800 X 36,800 HUMANA INC COM 444859102 136 13,600 X 13,600 HUNTINGTON BANCSHARES INC COM 446150104 379 20,240 X 20,240 IMS HEALTH INC COM 449934108 381 23,800 X 23,800 ITT INDS INC IND COM 450911102 1,402 23,100 X 23,100 IDEXX LABS INC COM 45168D104 394 12,000 X 12,000 ILLINOIS TOOL WKS INC COM 452308109 1,589 24,500 X 24,500 INAMED CORP COM 453235103 462 15,000 X 15,000 INDEPENDENCE CMNTY BK CORP COM 453414104 330 13,000 X 13,000 INSIGHT ENTERPRISES INC COM 45765U103 504 60,700 X 60,700 INTEL CORP COM 458140100 8,408 540,000 X 540,000 INTERNATIONAL BUSINESS MACHS COM 459200101 11,300 145,800 X 145,800 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 267 7,600 X 7,600 INTERNATIONAL GAME TECHNOLOG COM 459902102 547 7,200 X 7,200 INTL PAPER CO COM 460146103 1,357 38,809 X 38,809 INTERPUBLIC GROUP COS INC COM 460690100 428 30,400 X 30,400 INTUIT COM 461202103 802 17,100 X 17,100 INVACARE CORP COM 461203101 340 10,200 X 10,200 IONICS INC COM 462218108 335 14,700 X 14,700 IRWIN FINL CORP COM 464119106 449 27,200 X 27,200 ISHARES TR S&P MIDCAP 400 464287507 792 9,200 X 9,200 ISHARES TR RUSSELL 3000 464287689 6,061 123,800 X 123,800 ISHARES TR S&P SMLCAP 600 464287804 867 8,900 X 8,900 ITRON INC COM 465741106 357 18,600 X 18,600 IVAX CORP COM 465823102 910 75,000 X 75,000 JDS UNIPHASE CORP COM 46612J101 270 109,200 X 109,200 J P MORGAN CHASE & CO COM 46625H100 3,953 164,700 X 164,700 JABIL CIRCUIT INC COM 466313103 285 15,900 X 15,900 JAKKS PAC INC COM 47012E106 562 41,700 X 41,700 JEFFERSON PILOT CORP COM 475070108 1,420 37,250 X 37,250 JOHNSON & JOHNSON COM 478160104 13,734 255,700 X 255,700 JOHNSON CTLS INC COM 478366107 2,205 27,500 X 27,500 JONES APPAREL GROUP INC COM 480074103 631 17,800 X 17,800 KLA-TENCOR CORP COM 482480100 531 15,000 X 15,000 KANSAS CITY SOUTHERN COM NEW 485170302 262 21,800 X 21,800 KELLOGG CO COM 487836108 1,121 32,700 X 32,700 KERR MCGEE CORP COM 492386107 356 8,042 X 8,042 KEYCORP NEW COM 493267108 857 34,100 X 34,100 KEYSPAN CORP COM 49337W100 395 11,200 X 11,200 KIMBERLY CLARK CORP COM 494368103 2,008 42,300 X 42,300 KINDER MORGAN INC KANS COM 49455P101 643 15,200 X 15,200 KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 1,050 30,000 X 30,000 KING PHARMACEUTICALS INC COM 495582108 1,394 81,100 X 81,100 KNIGHT RIDDER INC COM 499040103 430 6,800 X 6,800 KOHLS CORP COM 500255104 1,505 26,900 X 26,900 KROGER CO COM 501044101 995 64,400 X 64,400 LNR PPTY CORP COM 501940100 460 13,000 X 13,000 LSI LOGIC CORP COM 502161102 170 29,500 X 29,500 L-3 COMMUNICATIONS HLDGS INC COM 502424104 1,163 25,900 X 25,900 LANDAMERICA FINL GROUP INC COM 514936103 461 13,000 X 13,000 LEAR CORP COM 521865105 216 6,500 X 6,500 LEGGETT & PLATT INC COM 524660107 355 15,800 X 15,800 LEHMAN BROS HLDGS INC COM 524908100 1,044 19,600 X 19,600 LENNAR CORP COM 526057104 341 6,600 X 6,600 LEXMARK INTL NEW CL A 529771107 944 15,600 X 15,600 LILLY ELI & CO COM 532457108 5,931 93,400 X 93,400 LIMITED BRANDS INC COM 532716107 579 41,600 X 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